Research

Research

Backtesting

In order to determine the correct periods to use in our pricing algorithm we researched the impact that different timeframes would have on historical data.

We need to strike a balance between responsive and stable to best serve the needs of our money market.

Below are examples of different periods on two different NFT projects.

EMA Backtest

Bored Ape Yacht Club

Azuki

TWAP Backtest

We also can see the difference of time periods on TWAP values.

Bored Ape Yacht Club

Azuki